The CV model consists in a CFA with one factor and equal (common) error
variances, equivalent to a principal component analysis (PCA) [1]}:
\( Y_j = \lambda _j C + E_j \quad \mathrm {with}\quad \mathrm {var}(C) = 1\, \, \, \mathrm {and} \, \, \, \mathrm {var}(E_j) = \psi \) 
